In theory there ought to be no difference between buying a retail chip from MC versus Newegg.
But there is one mechanism in play that has a bias towards MC and which can result in the common Joe having increased odds of getting a lemon - the return policy.
If I buy three 3770K's from Newegg, OC the hell out of them to find the most golden chip of the three, and return the other two to Newegg for a refund then I am out the restocking fee plus shipping for two cpus.
If I were to do the same thing by driving to a local Microcenter, then I am only out the restocking fee, but not the shipping and handling fee (just my gas and my time driving back to the store).
So it is reasonable to expect that to whatever extent this natural selection process is placing pressure on the outstanding inventories at hand in retailers versus etailers, filtering out the best of the best OC'ing chips faster at retailers than etailers because of the price differential that comes with the territory, then it does lead one to conclude that your odds of randomly getting a golden sample from a retailer are less than that of randomly getting one from an etailer.
That much it seems we are safe to conclude. What we can't deduce is just how much of an impact, statistically speaking, this bias introduces. Are your chances lessened by 0.1%? Or 10% Or 50%?
Unrelated to today's situation, but related tangentially, years ago I use to buy my CPUs from an etailer called atacom.com. Their differentiating value-add was that they would pre-test and bin CPUs for their OC potential - if you wanted "guaranteed" 550MHz OC from a 333MHz celeron then they were the people to buy from (at a price premium of course)...but you knew not to buy CPUs from their "stock inventory" because you knew they had already filtered through it and removed all the premium OC'ing chips from the population.
I think you can see how that anecdotal tale, a true one at that, relates to the hypothetical one I outlined at the beginning of this post.